Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.551 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 47383.61 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45988.63 Kr¶

PnL: ---------------------------------------> -899.94 Kr¶

DD now: ---------------------------------> -2.563 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-26 13:05:04.032546'

Anic Portfolio¶

Today¶

Return: -0.107 %¶

This Week¶

Return: -1.105 %¶

Total¶

Return: 55.122 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 4.320000 3140.000000 213.000000 7.280000 2927.000000
HEBA B 70 0.250000 2796.500000 160.500000 6.090000 2636.000010
HMS Networks 2 15.730000 800.400000 127.400000 18.930000 673.000000
SAAB B 8 0.820000 3436.000000 59.000000 1.750000 3377.000000
Intrum 4 6.870000 566.600000 39.600000 7.510000 527.000000
Samhällsbyggnadsbo. i Norden B 20 0.460000 393.800000 38.800000 10.930000 355.000000
MedCap 2 -1.080000 456.000000 35.000000 8.310000 421.000000
Corem Property Group B 59 -2.390000 602.390000 25.390000 4.400000 576.999999
AcadeMedia 12 -0.860000 580.560000 23.560000 4.230000 557.000004
Boozt 12 0.500000 1676.400000 22.400000 1.350000 1653.999996
Resurs Holding 22 -1.680000 591.800000 17.800000 3.100000 573.999998
Swedbank A 3 -0.390000 577.500000 13.500000 2.390000 564.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 573.300000 11.300000 2.010000 562.000005
Eastnine 4 -0.320000 500.800000 9.800000 2.000000 491.000000
Norva24 Group 16 0.940000 551.360000 8.360000 1.540000 543.000000
OEM International B 7 -0.260000 536.200000 8.200000 1.550000 527.999997
Securitas B 6 -0.100000 578.160000 8.160000 1.430000 570.000000
Coor Service Management Hold. 8 0.070000 535.600000 3.600000 0.680000 532.000000
Karnov Group 9 -0.330000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.190000 248.160000 2.160000 0.880000 246.000000
Creaspac SPAC 6 0.310000 579.000000 2.000000 0.350000 577.000002
Nordea Bank Abp 29 -0.380000 3455.640000 1.640000 0.050000 3453.999992
CTEK 13 -0.490000 526.500000 -7.500000 -1.400000 533.999999
Handelsbanken A 5 -0.320000 538.000000 -8.000000 -1.470000 546.000000
Midsona B 63 0.450000 563.850000 -19.150000 -3.280000 582.999984
Essity B 2 -2.930000 542.800000 -31.200000 -5.440000 574.000000
International Petroleum Corp. 5 -0.900000 547.500000 -47.070000 -7.920000 594.565215
Essity A 4 -2.500000 1090.000000 -59.000000 -5.130000 1149.000000
Vivesto 1368 2.150000 545.010000 -67.990000 -11.090000 612.999432
Sampo Oyj SDB 7 -1.100000 3773.000000 -77.000000 -2.000000 3850.000000
Beijer Electronics Group 26 -8.770000 2865.200000 -105.800000 -3.560000 2971.000006
Fasadgruppen Group 35 0.770000 3661.000000 -150.000000 -3.940000 3810.999990
OX2 18 0.710000 1413.000000 -251.000000 -15.080000 1663.999992
Axfood 13 -2.760000 3477.500000 -278.500000 -7.410000 3756.000001
Ovzon 52 -1.130000 2730.000000 -632.000000 -18.800000 3361.999992
TOTAL 45988.630000 -899.940000 -2.56279% 46888.564618

Updated:¶

'2023-01-26 13:05:16.721751'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶